+19.8%
GME vs ZCMD
-100.0%
+119.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.5% |
| 7D | +6.0% | -2.0% | +8.1% | +6.0% |
| 30D | +8.3% | -19.8% | +28.2% | +8.5% |
| 3M | -9.1% | -62.1% | +53.0% | -9.4% |
| 6M | -16.3% | -99.5% | +83.2% | -12.7% |
| YTD | +1.5% | -99.7% | +101.3% | +6.7% |
| 1Y | -16.3% | -99.9% | +83.6% | -11.3% |
| All | +19.8% | -100.0% | +119.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling